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[coverage] tests for coverage increase

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Max Zwiessele 2015-09-07 14:09:55 +01:00
parent 276330d1d1
commit 6f29c4646c
4 changed files with 183 additions and 3 deletions
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48
GPy/testing/model_tests.py
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@ -55,13 +55,44 @@ class MiscTests(unittest.TestCase):
np.testing.assert_allclose(mu1, (mu2*std)+mu)
np.testing.assert_allclose(var1, var2)
q50n = m.predict_quantiles(m.X, (50,))
q50 = m2.predict_quantiles(m2.X, (50,))
np.testing.assert_allclose(q50n[0], (q50[0]*std)+mu)
def check_jacobian(self):
try:
import autograd.numpy as np, autograd as ag, GPy, matplotlib.pyplot as plt
except:
raise self.skipTest("autograd not available to check gradients")
def k(X, X2, alpha=1., lengthscale=None):
if lengthscale is None:
lengthscale = np.ones(X.shape[1])
exp = 0.
for q in range(X.shape[1]):
exp += ((X[:, [q]] - X2[:, [q]].T)/lengthscale[q])**2
#exp = np.sqrt(exp)
return alpha * np.exp(-.5*exp)
dk = ag.elementwise_grad(lambda x, x2: k(x, x2, alpha=ke.variance.values, lengthscale=ke.lengthscale.values))
dkdk = ag.elementwise_grad(dk, argnum=1)
ke = GPy.kern.RBF(1, ARD=True)
#ke.randomize()
ke.variance = .2#.randomize()
ke.lengthscale[:] = .5
ke.randomize()
X = np.linspace(-1, 1, 1000)[:,None]
X2 = np.array([[0.]]).T
np.testing.assert_allclose(ke.gradients_X([[1.]], X, X), dk(X, X))
np.testing.assert_allclose(ke.gradients_XX([[1.]], X, X).sum(0), dkdk(X, X))
np.testing.assert_allclose(ke.gradients_X([[1.]], X, X2), dk(X, X2))
np.testing.assert_allclose(ke.gradients_XX([[1.]], X, X2).sum(0), dkdk(X, X2))
def test_sparse_raw_predict(self):
k = GPy.kern.RBF(1)
m = GPy.models.SparseGPRegression(self.X, self.Y, kernel=k)
m.randomize()
Z = m.Z[:]
X = self.X[:]
# Not easy to check if woodbury_inv is correct in itself as it requires a large derivation and expression
Kinv = m.posterior.woodbury_inv
@ -147,11 +178,24 @@ class MiscTests(unittest.TestCase):
m = BayesianGPLVMMiniBatch(Ymissing, Q, init="random", num_inducing=num_inducing,
kernel=k, missing_data=True)
assert(m.checkgrad())
mul, varl = m.predict(m.X)
k = kern.RBF(Q, ARD=True) + kern.White(Q, np.exp(-2)) # + kern.bias(Q)
m = BayesianGPLVMMiniBatch(Ymissing, Q, init="random", num_inducing=num_inducing,
m2 = BayesianGPLVMMiniBatch(Ymissing, Q, init="random", num_inducing=num_inducing,
kernel=k, missing_data=True)
assert(m.checkgrad())
m2.kern.rbf.lengthscale[:] = 1e6
m2.X[:] = m.X.param_array
m2.likelihood[:] = m.likelihood[:]
m2.kern.white[:] = m.kern.white[:]
mu, var = m.predict(m.X)
np.testing.assert_allclose(mul, mu)
np.testing.assert_allclose(varl, var)
q50 = m.predict_quantiles(m.X, (50,))
np.testing.assert_allclose(mul, q50[0])
def test_likelihood_replicate_kern(self):
m = GPy.models.GPRegression(self.X, self.Y)